+52.7%
PSA vs WING
-23.4%
+76.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | -2.1% | -3.9% | +1.8% | -1.9% |
| 30D | +15.6% | +26.6% | -11.1% | +14.0% |
| 3M | +4.1% | +42.5% | -38.4% | +1.9% |
| 6M | +9.2% | +29.4% | -20.2% | +7.3% |
| YTD | +32.3% | -32.8% | +65.1% | +34.1% |
| 1Y | +26.2% | -33.5% | +59.6% | +27.8% |
| All | +52.7% | -23.4% | +76.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling